BNP Paribas Call 8 NWL 17.01.2025
/ DE000PZ11V20
BNP Paribas Call 8 NWL 17.01.2025/ DE000PZ11V20 /
09/08/2024 08:39:57 |
Chg.+0.050 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
+8.20% |
- Bid Size: - |
- Ask Size: - |
Newell Brands Inc |
8.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
PZ11V2 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
04/12/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.58 |
Parity: |
-0.83 |
Time value: |
0.55 |
Break-even: |
7.88 |
Moneyness: |
0.89 |
Premium: |
0.21 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.02 |
Spread %: |
3.77% |
Delta: |
0.43 |
Theta: |
0.00 |
Omega: |
5.09 |
Rho: |
0.01 |
Quote data
Open: |
0.660 |
High: |
0.660 |
Low: |
0.660 |
Previous Close: |
0.610 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-43.59% |
1 Month |
|
|
+186.96% |
3 Months |
|
|
-50.00% |
YTD |
|
|
-68.12% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.070 |
0.610 |
1M High / 1M Low: |
1.640 |
0.230 |
6M High / 6M Low: |
1.640 |
0.230 |
High (YTD): |
09/01/2024 |
2.210 |
Low (YTD): |
10/07/2024 |
0.230 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.830 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.703 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.886 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,266.11% |
Volatility 6M: |
|
547.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |